Alex Loeven

Bio: Alex Loeven is an academic researcher from Delft University of Technology. The author has contributed to research in topics: Polynomial chaos & Parametrization. The author has an hindex of 5, co-authored 6 publications receiving 165 citations.

Efficient uncertainty quantification using a two-step approach with chaos collocation

Abstract: In this paper a Two Step approach with Chaos Collocation for efficient uncertainty quantification in computational fluid-structure interactions is followed. In Step I, a Sensitivity Analysis is used to efficiently narrow the problem down from multiple uncertain parameters to one parameter which has the largest influence on the solution. In Step II, for this most important parameter the Chaos Collocation method is employed to obtain the stochastic response of the solution. The Chaos Collocation method is presented in this paper, since a previous study showed that no efficient method was available for arbitrary probability distributions. The Chaos Collocation method is compared on efficiency with Monte Carlo simulation, the Polynomial Chaos method, and the Stochastic Collocation method. The Chaos Collocation method is non-intrusive and shows exponential convergence with respect to the polynomial order for arbitrary parameter distributions. Finally, the efficiency of the Two Step approach with Chaos Collocation is demonstrated for the linear piston problem with an unsteady boundary condition. A speed-up of a factor of 100 is obtained compared to a full uncertainty analysis for all parameters.

Quantifying the effect of physical uncertainties in unsteady fluid-structure interaction problems

Abstract: The long-term periodic limit cycle oscillation (LCO) response of unsteady fluid-structure interaction systems can be sensitive to physical input variations. Polynomial Chaos expansions can however fail to predict the effect of uncertainties in long-term time integration problems. In this paper, a non-intrusive Polynomial Chaos formulation for modeling the effect of uncertainties on the periodic response of dynamical systems is proposed. It is based on the application of Probabilistic Collocation (PC) onto a time-independent parametrization of the periodic response of the deterministic realizations, which is referred to as Probabilistic Collocation for limit cycle oscillations (PCLCO). The time-independent parametrization enables PCLCO to resolve the asymptotic stochastic behavior of dynamical systems successfully. Applications to a two-degree-of-freedom airfoil flutter model and the fluid-structure interaction of an elastically-mounted cylinder are presented.

Calculation of Gauss quadrature rules.

Abstract: Most numerical integration techniques consist of approximating the integrand by a polynomial in a region or regions and then integrating the polynomial exactly. Often a complicated integrand can be factored into a non-negative ''weight'' function and another function better approximated by a polynomial, thus $\int_{a}^{b} g(t)dt = \int_{a}^{b} \omega (t)f(t)dt \approx \sum_{i=1}^{N} w_i f(t_i)$. Hopefully, the quadrature rule ${\{w_j, t_j\}}_{j=1}^{N}$ corresponding to the weight function $\omega$(t) is available in tabulated form, but more likely it is not. We present here two algorithms for generating the Gaussian quadrature rule defined by the weight function when: a) the three term recurrence relation is known for the orthogonal polynomials generated by $\omega$(t), and b) the moments of the weight function are known or can be calculated.

Uncertainty quantification in stochastic systems using polynomial chaos expansion

Abstract: In recent years, extensive research has been reported about a method which is called the generalized polynomial chaos expansion. In contrast to the sampling methods, e.g., Monte Carlo simulations, polynomial chaos expansion is a nonsampling method which represents the uncertain quantities as an expansion including the decomposition of deterministic coefficients and random orthogonal bases. The generalized polynomial chaos expansion uses more orthogonal polynomials as the expansion bases in various random spaces which are not necessarily Gaussian. A general review of uncertainty quantification methods, the theory, the construction method, and various convergence criteria of the polynomial chaos expansion are presented. We apply it to identify the uncertain parameters with predefined probability density functions. The new concepts of optimal and nonoptimal expansions are defined and it demonstrated how we can develop these expansions for random variables belonging to the various random spaces. The calculation of the polynomial coefficients for uncertain parameters by using various procedures, e.g., Galerkin projection, collocation method, and moment method is presented. A comprehensive error and accuracy analysis of the polynomial chaos method is discussed for various random variables and random processes and results are compared with the exact solution or/and Monte Carlo simulations. The method is employed for the basic stochastic differential equation and, as practical application, to solve the stochastic modal analysis of the microsensor quartz fork. We emphasize the accuracy in results and time efficiency of this nonsampling procedure for uncertainty quantification of stochastic systems in comparison with sampling techniques, e.g., Monte Carlo simulation.